This study examines differences in demographic characteristics and HIV-related risk behaviors between Chinese female heroin users who exchanged sex for drugs or money and those who were never involved in sex exchange. A sample of 171 female heroin users was recruited from a detoxification center in China. Female heroin users who exchanged sex for drugs or money were more likely to be unemployed and were at higher risk in both sexual behaviors and injection drug use. Number of sexual partners in the previous year, unemployment, and injection drug use were independently associated with exchange of sex for drugs or money; adjusted odds ratios were 1.2, 3.8, and 2.6, respectively. Findings show that HIV-related risk behaviors are common among female heroin users in China and that HIV harm reduction should be focused on female heroin users who exchange sex for drugs or money.